+29.2%
AG vs ALHC
-33.0%
+62.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.6% |
| 7D | -5.8% | -5.8% | 0.0% | -5.1% |
| 30D | +6.4% | -3.3% | +9.7% | +6.7% |
| 3M | +28.4% | -37.9% | +66.3% | +35.3% |
| 6M | -24.5% | -29.5% | +5.0% | -22.4% |
| YTD | +21.2% | -35.4% | +56.6% | +25.7% |
| 1Y | +114.1% | -22.4% | +136.5% | +116.8% |
| 3Y | +268.0% | +146.3% | +121.7% | +200.3% |
| 5Y | +67.3% | -32.0% | +99.3% | +57.5% |
| All | +29.2% | -33.0% | +62.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling